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arXiv 2603.09421eess.SYcs.SY
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分布鲁棒两阶段模型预测控制:具有稳定性保证的自适应约束收紧

Distributionally robust two-stage model predictive control: adaptive constraint tightening with stability guarantee

The Seventh Research Division, Beihang University(北京航空航天大学第七研究院)

Weijiang Zheng, Jiayi Huang, Bing Zhu

AI总结:

针对时变未知均值和协方差的随机扰动,提出一种两阶段分布鲁棒模型预测控制(TSDR-MPC)方案,通过Wasserstein模糊集实现自适应约束收紧,并开发有限收敛切割平面算法,理论保证可行性与稳定性。

摘要:

本文针对具有未知时变均值和协方差的随机扰动,提出了一种两阶段分布鲁棒模型预测控制(TSDR-MPC)方案。通过在扰动-约束空间上定义Wasserstein模糊集,将约束违反惩罚构建为第二阶段问题,从而实现自适应收紧。开发了一种有限收敛的切割平面算法用于实时实现。该框架在不确定性消失时自然退化为确定性MPC,无需预先指定收紧参数。理论保证包括可行性、有限时间终止以及渐近平均成本界。数值仿真验证了其适应性和鲁棒性。

英文摘要:

This paper proposes a two-stage distributionally robust model predictive control (TSDR-MPC) scheme for stochastic disturbances with unknown time-varying means and covariances. By defining a Wasserstein ambiguity set on the disturbance-to-constraint space, constraint violation penalties are formulated as a second-stage problem, enabling adaptive tightening. A finitely convergent cutting-plane algorithm is developed for real-time implementation. The framework naturally degrades to deterministic MPC as uncertainty vanishes, without pre-specified tightening parameters. Theoretical guarantees include feasibility, finite-time termination, and an asymptotic average cost bound. Numerical simulations validate its adaptability and robustness.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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